Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test6535Ticks modelled39030579Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2286.36Gross profit3201.25Gross loss-914.89
Profit factor3.50Expected payoff36.29
Absolute drawdown44.45Maximal drawdown247.40 (1.97%)Relative drawdown2.21% (244.65)
Total trades63Short positions (won %)41 (63.41%)Long positions (won %)22 (63.64%)
Profit trades (% of total)40 (63.49%)Loss trades (% of total)23 (36.51%)
Largestprofit trade150.00loss trade-53.60
Averageprofit trade80.03loss trade-39.78
Maximumconsecutive wins (profit in money)8 (702.38)consecutive losses (loss in money)4 (-200.00)
Maximalconsecutive profit (count of wins)702.38 (8)consecutive loss (count of losses)-200.00 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 17:00sell10.101.145370.000000.00000
22022.10.04 17:00modify10.101.145371.150371.13037
32022.10.05 08:18sell20.101.138570.000000.00000
42022.10.05 08:18modify20.101.138571.143871.13037
52022.10.05 08:18modify10.101.145371.143871.13037
62022.10.05 10:46sell30.101.136330.000000.00000
72022.10.05 10:46modify30.101.136331.139371.13037
82022.10.05 10:46sell40.101.136330.000000.00000
92022.10.05 10:46modify40.101.136331.139371.13037
102022.10.05 10:46modify20.101.138571.139371.13037
112022.10.05 10:46modify10.101.145371.139371.13037
122022.10.05 13:18t/p10.101.130371.139371.13037149.9510149.95
132022.10.05 13:18t/p20.101.130371.139371.1303782.0010231.95
142022.10.05 13:18t/p30.101.130371.139371.1303759.6010291.55
152022.10.05 13:18t/p40.101.130371.139371.1303759.6010351.15
162022.10.05 14:00buy50.101.129760.000000.00000
172022.10.05 14:00modify50.101.129761.124761.14476
182022.10.05 14:19s/l50.101.124761.124761.14476-50.0010301.15
192022.10.06 16:00buy60.101.113380.000000.00000
202022.10.06 16:00modify60.101.113381.108381.12838
212022.10.07 08:15buy70.101.120130.000000.00000
222022.10.07 08:15modify70.101.120131.114881.12838
232022.10.07 08:15modify60.101.113381.114881.12838
242022.10.07 10:00buy80.101.122400.000000.00000
252022.10.07 10:00modify80.101.122401.119381.12838
262022.10.07 10:00buy90.101.122400.000000.00000
272022.10.07 10:00modify90.101.122401.119381.12838
282022.10.07 10:00modify70.101.120131.119381.12838
292022.10.07 10:00modify60.101.113381.119381.12838
302022.10.07 10:30s/l60.101.119381.119381.1283859.8210360.97
312022.10.07 10:30s/l70.101.119381.119381.12838-7.5010353.47
322022.10.07 10:30s/l80.101.119381.119381.12838-30.2010323.27
332022.10.07 10:30s/l90.101.119381.119381.12838-30.2010293.07
342022.10.11 16:00sell100.101.116530.000000.00000
352022.10.11 16:00modify100.101.116531.121531.10153
362022.10.11 18:44sell110.101.109760.000000.00000
372022.10.11 18:44modify110.101.109761.115031.10153
382022.10.11 18:44modify100.101.116531.115031.10153
392022.10.11 18:46sell120.101.107490.000000.00000
402022.10.11 18:46modify120.101.107491.110531.10153
412022.10.11 18:46sell130.101.107490.000000.00000
422022.10.11 18:46modify130.101.107491.110531.10153
432022.10.11 18:46modify110.101.109761.110531.10153
442022.10.11 18:46modify100.101.116531.110531.10153
452022.10.11 19:00t/p100.101.101531.110531.10153150.0010443.07
462022.10.11 19:00t/p110.101.101531.110531.1015382.3010525.37
472022.10.11 19:00t/p120.101.101531.110531.1015359.6010584.97
482022.10.11 19:00t/p130.101.101531.110531.1015359.6010644.57
492022.10.13 16:00sell140.101.134160.000000.00000
502022.10.13 16:00modify140.101.134161.139161.11916
512022.10.14 07:20sell150.101.127410.000000.00000
522022.10.14 07:20modify150.101.127411.132661.11916
532022.10.14 07:20modify140.101.134161.132661.11916
542022.10.14 09:25sell160.101.125160.000000.00000
552022.10.14 09:25modify160.101.125161.128161.11916
562022.10.14 09:25sell170.101.125160.000000.00000
572022.10.14 09:25modify170.101.125161.128161.11916
582022.10.14 09:25modify150.101.127411.128161.11916
592022.10.14 09:25modify140.101.134161.128161.11916
602022.10.14 09:45s/l140.101.128161.128161.1191659.9510704.53
612022.10.14 09:45s/l150.101.128161.128161.11916-7.5010697.03
622022.10.14 09:45s/l160.101.128161.128161.11916-30.0010667.03
632022.10.14 09:45s/l170.101.128161.128161.11916-30.0010637.03
642022.10.17 15:00sell180.101.143140.000000.00000
652022.10.17 15:00modify180.101.143141.148141.12814
662022.10.17 18:14sell190.101.136390.000000.00000
672022.10.17 18:14modify190.101.136391.141641.12814
682022.10.17 18:14modify180.101.143141.141641.12814
692022.10.18 01:18sell200.101.134140.000000.00000
702022.10.18 01:18modify200.101.134141.137141.12814
712022.10.18 01:18sell210.101.134140.000000.00000
722022.10.18 01:18modify210.101.134141.137141.12814
732022.10.18 01:18modify190.101.136391.137141.12814
742022.10.18 01:18modify180.101.143141.137141.12814
752022.10.18 03:49s/l180.101.137141.137141.1281459.9510696.98
762022.10.18 03:49s/l190.101.137141.137141.12814-7.5510689.43
772022.10.18 03:49s/l200.101.137141.137141.12814-30.0010659.43
782022.10.18 03:49s/l210.101.137141.137141.12814-30.0010629.43
792022.10.20 15:00sell220.101.132190.000000.00000
802022.10.20 15:00modify220.101.132191.137191.11719
812022.10.20 16:19sell230.101.125430.000000.00000
822022.10.20 16:19modify230.101.125431.130691.11719
832022.10.20 16:19modify220.101.132191.130691.11719
842022.10.20 17:08sell240.101.123190.000000.00000
852022.10.20 17:08modify240.101.123191.126191.11719
862022.10.20 17:08sell250.101.123190.000000.00000
872022.10.20 17:08modify250.101.123191.126191.11719
882022.10.20 17:08modify230.101.125431.126191.11719
892022.10.20 17:08modify220.101.132191.126191.11719
902022.10.21 08:00t/p220.101.117191.126191.11719149.9510779.39
912022.10.21 08:00t/p230.101.117191.126191.1171982.3510861.74
922022.10.21 08:00t/p240.101.117191.126191.1171959.9510921.69
932022.10.21 08:00t/p250.101.117191.126191.1171959.9510981.64
942022.10.21 16:00sell260.101.128840.000000.00000
952022.10.21 16:00modify260.101.128841.133841.11384
962022.10.21 16:20sell270.101.122020.000000.00000
972022.10.21 16:20modify270.101.122021.127341.11384
982022.10.21 16:20modify260.101.128841.127341.11384
992022.10.21 16:50s/l260.101.127341.127341.1138415.0010996.64
1002022.10.21 16:50s/l270.101.127341.127341.11384-53.2010943.44
1012022.10.25 14:00sell280.101.148400.000000.00000
1022022.10.25 14:00modify280.101.148401.153401.13340
1032022.10.26 07:25s/l280.101.153401.153401.13340-50.0510893.40
1042022.11.04 15:00sell290.101.131230.000000.00000
1052022.11.04 15:00modify290.101.131231.136231.11623
1062022.11.04 18:43s/l290.101.136231.136231.11623-50.0010843.40
1072022.11.08 16:00sell300.101.156340.000000.00000
1082022.11.08 16:00modify300.101.156341.161341.14134
1092022.11.09 09:34sell310.101.149580.000000.00000
1102022.11.09 09:34modify310.101.149581.154841.14134
1112022.11.09 09:34modify300.101.156341.154841.14134
1122022.11.09 09:39sell320.101.147340.000000.00000
1132022.11.09 09:39modify320.101.147341.150341.14134
1142022.11.09 09:39sell330.101.147340.000000.00000
1152022.11.09 09:39modify330.101.147341.150341.14134
1162022.11.09 09:39modify310.101.149581.150341.14134
1172022.11.09 09:39modify300.101.156341.150341.14134
1182022.11.09 13:23t/p300.101.141341.150341.14134149.9510993.35
1192022.11.09 13:23t/p310.101.141341.150341.1413482.4011075.75
1202022.11.09 13:23t/p320.101.141341.150341.1413460.0011135.75
1212022.11.09 13:23t/p330.101.141341.150341.1413460.0011195.75
1222022.11.09 16:00buy340.101.137830.000000.00000
1232022.11.09 16:00modify340.101.137831.132831.15283
1242022.11.10 13:31t/p340.101.152831.132831.15283149.4611345.21
1252022.11.10 14:00sell350.101.160710.000000.00000
1262022.11.10 14:00modify350.101.160711.165711.14571
1272022.11.10 14:45s/l350.101.165711.165711.14571-50.0011295.21
1282022.11.15 14:00sell360.101.196680.000000.00000
1292022.11.15 14:00modify360.101.196681.201681.18168
1302022.11.15 15:19sell370.101.189880.000000.00000
1312022.11.15 15:19modify370.101.189881.195181.18168
1322022.11.15 15:19modify360.101.196681.195181.18168
1332022.11.15 17:00sell380.101.187680.000000.00000
1342022.11.15 17:00modify380.101.187681.190681.18168
1352022.11.15 17:00sell390.101.187680.000000.00000
1362022.11.15 17:00modify390.101.187681.190681.18168
1372022.11.15 17:00modify370.101.189881.190681.18168
1382022.11.15 17:00modify360.101.196681.190681.18168
1392022.11.15 18:32t/p360.101.181681.190681.18168150.0011445.21
1402022.11.15 18:32t/p370.101.181681.190681.1816882.0011527.21
1412022.11.15 18:32t/p380.101.181681.190681.1816860.0011587.21
1422022.11.15 18:32t/p390.101.181681.190681.1816860.0011647.21
1432022.11.17 14:00buy400.101.176760.000000.00000
1442022.11.17 14:00modify400.101.176761.171761.19176
1452022.11.17 17:05buy410.101.183510.000000.00000
1462022.11.17 17:05modify410.101.183511.178261.19176
1472022.11.17 17:05modify400.101.176761.178261.19176
1482022.11.17 18:30buy420.101.185830.000000.00000
1492022.11.17 18:30modify420.101.185831.182761.19176
1502022.11.17 18:30buy430.101.185830.000000.00000
1512022.11.17 18:30modify430.101.185831.182761.19176
1522022.11.17 18:30modify410.101.183511.182761.19176
1532022.11.17 18:30modify400.101.176761.182761.19176
1542022.11.18 03:46t/p400.101.191761.182761.19176149.8211797.03
1552022.11.18 03:46t/p410.101.191761.182761.1917682.3211879.36
1562022.11.18 03:46t/p420.101.191761.182761.1917659.1211938.48
1572022.11.18 03:46t/p430.101.191761.182761.1917659.1211997.60
1582022.11.23 15:00sell440.101.201990.000000.00000
1592022.11.23 15:00modify440.101.201991.206991.18699
1602022.11.23 15:45s/l440.101.206991.206991.18699-50.0011947.60
1612022.12.01 15:00sell450.101.229280.000000.00000
1622022.12.01 15:00modify450.101.229281.234281.21428
1632022.12.01 17:10sell460.101.222520.000000.00000
1642022.12.01 17:10modify460.101.222521.227781.21428
1652022.12.01 17:10modify450.101.229281.227781.21428
1662022.12.01 18:06s/l450.101.227781.227781.2142815.0011962.60
1672022.12.01 18:06s/l460.101.227781.227781.21428-52.6011910.00
1682022.12.02 14:00buy470.101.218740.000000.00000
1692022.12.02 14:00modify470.101.218741.213741.23374
1702022.12.02 16:31buy480.101.225550.000000.00000
1712022.12.02 16:31modify480.101.225551.220241.23374
1722022.12.02 16:31modify470.101.218741.220241.23374
1732022.12.02 16:39buy490.101.227770.000000.00000
1742022.12.02 16:39modify490.101.227771.224741.23374
1752022.12.02 16:39buy500.101.227770.000000.00000
1762022.12.02 16:39modify500.101.227771.224741.23374
1772022.12.02 16:39modify480.101.225551.224741.23374
1782022.12.02 16:39modify470.101.218741.224741.23374
1792022.12.05 03:16t/p470.101.233741.224741.23374149.8212059.82
1802022.12.05 03:16t/p480.101.233741.224741.2337481.7212141.54
1812022.12.05 03:16t/p490.101.233741.224741.2337459.5212201.06
1822022.12.05 03:16t/p500.101.233741.224741.2337459.5212260.58
1832022.12.13 14:00sell510.101.241010.000000.00000
1842022.12.13 14:00modify510.101.241011.246011.22601
1852022.12.14 00:26sell520.101.234260.000000.00000
1862022.12.14 00:26modify520.101.234261.239511.22601
1872022.12.14 00:26modify510.101.241011.239511.22601
1882022.12.14 09:29s/l510.101.239511.239511.2260114.9512275.53
1892022.12.14 09:29s/l520.101.239511.239511.22601-52.5012223.03
1902022.12.15 16:00buy530.101.221920.000000.00000
1912022.12.15 16:00modify530.101.221921.216921.23692
1922022.12.15 17:51s/l530.101.216921.216921.23692-50.0012173.03
1932023.01.05 16:00buy540.101.188360.000000.00000
1942023.01.05 16:00modify540.101.188361.183361.20336
1952023.01.06 15:05buy550.101.195130.000000.00000
1962023.01.06 15:05modify550.101.195131.189861.20336
1972023.01.06 15:05modify540.101.188361.189861.20336
1982023.01.06 15:08buy560.101.197370.000000.00000
1992023.01.06 15:08modify560.101.197371.194361.20336
2002023.01.06 15:08buy570.101.197370.000000.00000
2012023.01.06 15:08modify570.101.197371.194361.20336
2022023.01.06 15:08modify550.101.195131.194361.20336
2032023.01.06 15:08modify540.101.188361.194361.20336
2042023.01.06 15:48t/p540.101.203361.194361.20336149.8212322.86
2052023.01.06 15:48t/p550.101.203361.194361.2033682.3012405.16
2062023.01.06 15:48t/p560.101.203361.194361.2033659.9012465.06
2072023.01.06 15:48t/p570.101.203361.194361.2033659.9012524.96
2082023.01.06 16:00sell580.101.204600.000000.00000
2092023.01.06 16:00modify580.101.204601.209601.18960
2102023.01.06 19:12s/l580.101.209601.209601.18960-50.0012474.96
2112023.02.03 14:00buy590.101.213030.000000.00000
2122023.02.03 14:00modify590.101.213031.208031.22803
2132023.02.03 15:04s/l590.101.208031.208031.22803-50.0012424.96
2142023.02.03 16:00buy600.101.210700.000000.00000
2152023.02.03 16:00modify600.101.210701.205701.22570
2162023.02.03 19:11s/l600.101.205701.205701.22570-50.0012374.96
2172023.03.07 16:00buy610.101.187830.000000.00000
2182023.03.07 16:00modify610.101.187831.182831.20283
2192023.03.07 18:51s/l610.101.182831.182831.20283-50.0012324.96
2202023.03.10 16:00sell620.101.209810.000000.00000
2212023.03.10 16:00modify620.101.209811.214811.19481
2222023.03.10 18:35sell630.101.202950.000000.00000
2232023.03.10 18:35modify630.101.202951.208311.19481
2242023.03.10 18:35modify620.101.209811.208311.19481
2252023.03.12 21:01s/l620.101.208311.208311.1948115.0012339.96
2262023.03.12 21:01s/l630.101.208311.208311.19481-53.6012286.36